+1,360.9%
BP vs MTB
+7,621.1%
-6,260.1%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | -6.3% | -0.7% | -5.7% | -6.2% |
| 30D | -3.6% | +1.4% | -5.0% | -4.2% |
| 3M | +5.2% | -11.6% | +16.8% | +9.2% |
| 6M | +5.3% | +5.4% | -0.1% | +2.8% |
| YTD | +33.1% | +11.7% | +21.4% | +26.8% |
| 1Y | +26.3% | +20.5% | +5.7% | +17.2% |
| 3Y | +47.5% | +104.5% | -57.0% | +12.3% |
| 5Y | +106.2% | +65.1% | +41.1% | +64.3% |
| 10Y | +127.0% | +119.5% | +7.5% | +59.9% |
| All | +1,360.9% | +7,621.1% | -6,260.1% | +516.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling